+144.0%
UDR vs NWSA
+123.2%
+20.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.2% |
| 7D | -2.1% | -2.6% | +0.6% | -1.2% |
| 30D | -5.6% | +4.6% | -10.2% | -7.0% |
| 3M | -5.8% | +10.2% | -16.0% | -8.9% |
| 6M | -1.1% | +21.6% | -22.7% | -7.6% |
| YTD | +1.6% | +14.6% | -13.0% | -3.5% |
| 1Y | -2.7% | +0.4% | -3.0% | -3.7% |
| 3Y | +6.3% | +45.0% | -38.7% | -7.2% |
| 5Y | -19.3% | +41.3% | -60.6% | -30.8% |
| 10Y | +46.0% | +142.8% | -96.8% | -1.2% |
| All | +144.0% | +123.2% | +20.8% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling